>>Some download sites give me the option to select between HTTP and FTP. Is there an advantage to using either one? For instance, is one faster than the other, due to less overhead?
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>HTTP relies on its standard thus you can't add specific FTP commands in the URL such as passing the username and the password. This is one difference.

I know this is going OT and basically Hilmar got his answer, but just for trying to set the record straight, username and password can be part of URLs (for http and ftp): for instance, ftp://username:password@ftp.server.com/userpath. The same goes for http and it works with standard browsers.